Yes, I had two separate tickets. I was using 2 companion tickets and avios for our first leg from IAH to LHR (roundtrip) and we were going to take the train from London to Edinburgh. However, there was a heat wave and then some sort of strike that prevented us from being able to take the train so we booked the LHR to EDI. BA refused to check our bags through even though all tickets were with BA and all were business.